The problem is wit the high correlation among the x1, x2 and x3.
Considering x1 the correlation between y and x1 is -0.825 whereas x1 is more related to x2 ( -0.978 ) and x3 ( 0.936 ) than y. And the correlations are significant.
Similarly, considering x2 the correlation between y and x2 is 0.829 whereas x2 is more related to x1 ( -0.978 ) and x3 ( -0.904 ) than y. And the correlations are significant.
Similarly, considering x3 the correlation between y and x3 is -0.718 whereas x1 is more related to x1 ( 0.936 ) and x2 ( -0.904 ) than y. And the correlations are significant.
Hence, there is a problem of multicollinearity.
3. The following model is proposed for a set of variables. y = βο + βιX1...
3. The following model is proposed for a set of variables. y = Bo+ B1X1 + B2X2 + B3X3 + € Based on the following correlation matrix, what potential problem is there? Why? Correlations: y. x1, x2, x3 ل 0.000 0.829 0.000 -0.718 0.000 OD OOO لها 0.000 -0.904 0.000 | correlation -Va
Consider a multiple regression model of the dependent variable y on independent variables x1, X2, X3, and x4: Using data with n 60 observations for each of the variables, a student obtains the following estimated regression equation for the model given: y0.35 0.58x1 + 0.45x2-0.25x3 - 0.10x4 He would like to conduct significance tests for a multiple regression relationship. He uses the F test to determine whether a significant relationship exists between the dependent variable and He uses the t...
4. Testing for significance Aa Aa Consider a multiple regression model of the dependent variable y on independent variables x1, x2, X3, and x4: Using data with n = 60 observations for each of the variables, a student obtains the following estimated regression equation for the model given: 0.04 + 0.28X1 + 0.84X2-0.06x3 + 0.14x4 y She would like to conduct significance tests for a multiple regression relationship. She uses the F test to determine whether a significant relationship exists...
Consider the multiple regression model shown next between the dependent variable Y and four independent variables X1, X2, X3, and X4, which result in the following function: Y = 33 + 8X1 – 6X2 + 16X3 + 18X4 For this multiple regression model, there were 35 observations: SSR= 1,400 and SSE = 600. Assume a 0.01 significance level. What is the predictions for Y if: X1 = 1, X2 = 2, X3 = 3, X4 = 0
Consider a linear regression model with n predictor variables X1, . . ., Xk and a target variable y: y= β0+β1X1+…+βkXk+ε . We take n measurements of the predictor and target variables to obtain the following matrix equation: y=Xβ+εy:nx1, X:nxk+1 SSE=εTε, ε=y-Xβ Calculate the number of degrees of freedom of SSE.
A regression model was constructed by regressing Y on 5 explanatory variables, X1, X2, X3, X4, and X5. There were n = 40 observations (rows) in the data set. In this case, the degrees of freedom (d.f.) for the error term in the model is:
(12 points) The random variables X1, X2, and X; are jointly Gaussian with the following mean vector and covariance matrix: 54 2 07 2 5 -1 0-1 The random variable Y is formed from X1, X2, and X; as follows: Y=X1 - X2 + X3 +4. Determine P( Y> 3).
1.The following tables give the results for the full model, as well as a reduced model, containing only experience Test Ho: ß,-Bs-0 vs HA: β2 and/or β3 # 0 Complete Model: Y-βο + β1X1 + β2X2 + β3Xs + ε ANOVA MS P-value df 76.9 Regression Residual Total 2470.4 823.5 224.7 2695.1 .0000 10.7 21 24 Reduced Model: Y = β0 + β X + ε MS df 1 23 24 value 2394.9 2394.9 183.5 0.0000 300.2 13.1 2695.1 Regression...
The following Regression function has been developed to check the relationship between the dependent variable y and the independent variable ?1 . Consider the following Minitab output and answer the questions. Regression Equation ?̂ = ? . ? ? + ? . ? ? x1 a) Please fill out the Coefficients table appropriately. b) Please fill out the ANOVA table appropriately. c) Suppose that variables ?2 ??? ?3 are added to the above model and the following regression analysis is...
The following Regression function has been developed to check the relationship between the dependent variable y and the independent variable ?1 . Consider the following Minitab output and answer the questions. Regression Equation ?̂ = ? . ? ? + ? . ? ? x1 a) Please fill out the Coefficients table appropriately. b) Please fill out the ANOVA table appropriately. c) Suppose that variables ?2 ??? ?3 are added to the above model and the following regression analysis is...